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- Wed May 09, 2012 2:59 pm
- Forum: Econometric Discussions
- Topic: Differencing Variables VECM
- Replies: 0
- Views: 1279
Differencing Variables VECM
I am conducting some timeseries analysis. i know you have to use stationary variables but the VECM seems to difference the variables automatically (the d in brackets at the top) does that mean you dont have to put in the differenced variables initially or do you still have to input the differenced v...
